//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics"
~isPartOf:"The journal of computational finance"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Option pricing theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Futures"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Derivat
154
Derivative
154
Optionspreistheorie
60
Theorie
46
Theory
46
USA
25
United States
25
Volatility
25
Volatilität
25
Hedging
24
Credit risk
22
Kreditrisiko
22
Stochastic process
18
Stochastischer Prozess
18
Portfolio selection
16
Portfolio-Management
16
Yield curve
15
Zinsstruktur
15
Interest rate derivative
14
Zinsderivat
14
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Option trading
12
Optionsgeschäft
12
Börsenkurs
11
Share price
11
Estimation
10
Futures
10
Risikomanagement
10
Risk management
10
Schätzung
10
CAPM
9
Swap
9
Black-Scholes model
8
Black-Scholes-Modell
8
Commodity derivative
8
Rohstoffderivat
8
ARCH model
6
ARCH-Modell
6
more ...
less ...
Online availability
All
Undetermined
22
Type of publication
All
Article
60
Type of publication (narrower categories)
All
Article in journal
60
Aufsatz in Zeitschrift
60
Language
All
English
60
Author
All
Crépey, Stéphane
2
Escobar, Marcos
2
Kandhai, Drona
2
Reisinger, Christoph
2
Schoutens, Wim
2
Zagst, Rudi
2
Ahalawat, Shweta
1
Backwell, Alex
1
Benk, Janos
1
Bhim, Louis
1
Bhuruth, Muddun
1
Broadie, Mark
1
Bujok, Karolina
1
Calvo-Garrido, M. C.
1
Caramellino, Lucia
1
Chataigner, Marc
1
Chateauneuf, Alain
1
Chen, Bin
1
Chen, Yuwei
1
Cheng, Sicong
1
Chiang, Mi-Hsiu
1
Christara, Christiana C.
1
Christara, Christina C.
1
Chuang, Ming-Che
1
Coonjobeharry, Radha Krishn
1
Dai, Tian-shyr
1
Daluiso, Roberto
1
Dang, Duy Minh
1
Davis, Jesse
1
De Spiegeleer, Jan
1
Devos, Laurens
1
Dixon, Matthew F.
1
Edwards, Craig Steven
1
Ehrhardt, Matthias
1
Fabozzi, Frank J.
1
Feng, Qian
1
Fong, Lik
1
Fouque, Jean-Pierre
1
Gehricke, Sebastian A.
1
Gierjatowicz, Patrick
1
more ...
less ...
Published in...
All
Applied economics
The journal of computational finance
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
101
Applied mathematical finance
61
Review of derivatives research
44
Quantitative finance
40
The journal of futures markets
34
European journal of operational research : EJOR
30
Journal of banking & finance
30
Journal of mathematical finance
30
International journal of financial engineering
23
Energy economics
22
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Journal of economic dynamics & control
21
Risks : open access journal
21
Finance and stochastics
20
The European journal of finance
20
The North American journal of economics and finance : a journal of financial economics studies
20
The journal of derivatives : JOD
20
Computational economics
15
Finance research letters
15
Journal of econometrics
15
SpringerLink / Bücher
15
Insurance / Mathematics & economics
14
Applied economics letters
13
International review of financial analysis
13
Annals of finance
12
International review of economics & finance : IREF
12
Journal of risk and financial management : JRFM
11
SFB 649 discussion paper
11
Wiley finance series
11
Mathematical finance
10
Research paper series / Swiss Finance Institute
10
Lecture notes in economics and mathematical systems : LNEMS
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
Asia-Pacific financial markets
8
Economic modelling
8
Journal of financial economics
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
more ...
less ...
Source
All
ECONIS (ZBW)
60
Showing
1
-
10
of
60
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Throwing away a billion yuan, real or rand : the cost of sub-optimal hedging in high interest-rate environments
Backwell, Alex
;
Ruddock, Ralph
- In:
Applied economics
55
(
2023
)
18
,
pp. 2060-2069
Persistent link: https://www.econbiz.de/10014294859
Saved in:
2
Spot market and derivative segment of equity in India
Sharma, Dheeraj P.
;
Ahalawat, Shweta
;
Patro, Archana
; …
- In:
Applied economics
54
(
2022
)
3
,
pp. 326-339
Persistent link: https://www.econbiz.de/10012874036
Saved in:
3
Directly pricing VIX futures : the role of dynamic volatility and jump intensity
Wang, Tianyi
;
Cheng, Sicong
;
Yin, Fangsheng
;
Yu, Mei
- In:
Applied economics
54
(
2022
)
32
,
pp. 3678-3694
Persistent link: https://www.econbiz.de/10013410814
Saved in:
4
Robust pricing and hedging via neural stochastic differential equations
Gierjatowicz, Patrick
;
Sabate-Vidales, Marc
;
Siska, David
; …
- In:
The journal of computational finance
26
(
2022
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014314540
Saved in:
5
Gradient boosting for quantitative finance
Davis, Jesse
;
Devos, Laurens
;
Reyners, Sofie
;
Schoutens, Wim
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012544161
Saved in:
6
Penalty methods for bilateral XVA pricing in European and American contingent claims by a partial differential equation model
Chen, Yuwei
;
Christara, Christiana C.
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 41-70
Persistent link: https://www.econbiz.de/10012544162
Saved in:
7
The implied volatility smirk in the VXX options market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
Saved in:
8
Gaussian process regression for derivative portfolio modeling and application to credit valuation adjustment computations
Crépey, Stéphane
;
Dixon, Matthew F.
- In:
The journal of computational finance
24
(
2020
)
1
,
pp. 47-81
Persistent link: https://www.econbiz.de/10012421957
Saved in:
9
Second-order Monte Carlo sensitivities
Daluiso, Roberto
- In:
The journal of computational finance
23
(
2020
)
4
,
pp. 61-91
Persistent link: https://www.econbiz.de/10012212482
Saved in:
10
Pricing multiple barrier derivatives under stochastic volatility
Escobar, Marcos
;
Panz, Sven
;
Zagst, Rudi
- In:
The journal of computational finance
24
(
2020
)
2
,
pp. 77-101
Persistent link: https://www.econbiz.de/10012543622
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->